PREVIEW / etf_5min / 2012-05-31

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-31.parquet
  size:    926 KB
  rows:    37,728

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2012-05-31 04:00:00	SPY	ETF	131.76	131.83	131.76	131.83	1300.0
2012-05-31 04:05:00	SPY	ETF	131.84	131.93	131.8	131.91	6000.0
2012-05-31 04:10:00	SPY	ETF	131.9	132.02	131.9	132.01	2300.0
2012-05-31 04:15:00	SPY	ETF	132.01	132.03	131.98	131.98	30388.0
2012-05-31 04:20:00	SPY	ETF	132.05	132.05	132.05	132.05	1500.0
2012-05-31 04:25:00	SPY	ETF	132.0	132.0	132.0	132.0	500.0
2012-05-31 04:35:00	SPY	ETF	132.07	132.11	132.07	132.11	599.0
2012-05-31 04:45:00	SPY	ETF	132.15	132.17	132.15	132.17	1540.0
2012-05-31 04:50:00	SPY	ETF	132.08	132.08	132.08	132.08	1000.0
2012-05-31 04:55:00	SPY	ETF	132.07	132.07	132.07	132.07	240.0
2012-05-31 05:05:00	SPY	ETF	132.15	132.17	132.1	132.1	6234.0
2012-05-31 05:15:00	SPY	ETF	132.07	132.07	132.07	132.07	1000.0
2012-05-31 05:20:00	SPY	ETF	132.08	132.08	132.08	132.08	1000.0
2012-05-31 05:25:00	SPY	ETF	132.12	132.12	132.12	132.12	1000.0
2012-05-31 05:30:00	SPY	ETF	132.03	132.03	132.03	132.03	10000.0
2012-05-31 05:35:00	SPY	ETF	132.1	132.1	132.1	132.1	300.0
2012-05-31 05:40:00	SPY	ETF	132.11	132.11	132.11	132.11	200.0
2012-05-31 05:45:00	SPY	ETF	132.1	132.1	132.1	132.1	100.0
2012-05-31 05:50:00	SPY	ETF	132.08	132.1	132.08	132.1	200.0
2012-05-31 06:05:00	SPY	ETF	132.02	132.07	132.02	132.07	2100.0
2012-05-31 06:10:00	SPY	ETF	132.04	132.04	132.04	132.04	400.0
2012-05-31 06:15:00	SPY	ETF	132.02	132.02	131.97	131.99	6800.0
2012-05-31 06:20:00	SPY	ETF	131.99	132.03	131.99	132.03	20000.0
2012-05-31 06:25:00	SPY	ETF	132.02	132.02	131.97	132.0	5900.0
2012-05-31 06:30:00	SPY	ETF	131.99	131.99	131.94	131.94	1300.0
2012-05-31 06:35:00	SPY	ETF	131.95	131.95	131.83	131.93	13200.0
2012-05-31 06:40:00	SPY	ETF	131.93	131.94	131.86	131.89	25400.0
2012-05-31 06:45:00	SPY	ETF	131.89	131.89	131.83	131.83	5241.0
2012-05-31 06:50:00	SPY	ETF	131.9	131.92	131.88	131.9	6457.0
2012-05-31 06:55:00	SPY	ETF	131.92	131.99	131.92	131.99	5400.0
2012-05-31 07:00:00	SPY	ETF	131.96	132.0	131.96	132.0	131750.0
2012-05-31 07:05:00	SPY	ETF	132.0	132.0	131.9	131.9	25600.0
2012-05-31 07:10:00	SPY	ETF	131.97	132.05	131.97	132.0	11680.0
2012-05-31 07:15:00	SPY	ETF	132.0	132.03	131.91	131.94	17900.0
2012-05-31 07:20:00	SPY	ETF	131.95	131.98	131.91	131.94	800.0
2012-05-31 07:25:00	SPY	ETF	131.98	132.01	131.98	131.99	2200.0
2012-05-31 07:30:00	SPY	ETF	132.01	132.02	131.95	131.98	16050.0
2012-05-31 07:35:00	SPY	ETF	131.96	132.02	131.93	132.01	11900.0
2012-05-31 07:40:00	SPY	ETF	132.01	132.04	131.95	131.97	34551.0
2012-05-31 07:45:00	SPY	ETF	131.96	131.96	131.91	131.96	22630.0
2012-05-31 07:50:00	SPY	ETF	131.93	131.93	131.86	131.87	48800.0
2012-05-31 07:55:00	SPY	ETF	131.89	132.02	131.89	132.0	13300.0
2012-05-31 08:00:00	SPY	ETF	132.0	132.03	131.15	132.03	185272.0
2012-05-31 08:05:00	SPY	ETF	131.96	132.0	131.93	132.0	17583.0
2012-05-31 08:10:00	SPY	ETF	132.0	132.02	131.7	131.76	90559.0
2012-05-31 08:15:00	SPY	ETF	131.6	131.97	131.5	131.88	196512.0
2012-05-31 08:20:00	SPY	ETF	131.89	131.89	131.74	131.76	128609.0
2012-05-31 08:25:00	SPY	ETF	131.75	131.79	131.63	131.64	97022.0
2012-05-31 08:30:00	SPY	ETF	131.61	131.73	131.44	131.71	349000.0
2012-05-31 08:35:00	SPY	ETF	131.7	131.74	131.59	131.59	95038.0

> showing 50 of 37,728 rows — these rows as CSV

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